CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 20-Oct-2017

Day Change Summary
	Previous	Current
	19-Oct-2017	20-Oct-2017	Change	Change %	Previous Week
Open	1.3268	1.3213	-0.0055	-0.4%	1.3362
High	1.3289	1.3260	-0.0029	-0.2%	1.3370
Low	1.3197	1.3150	-0.0047	-0.4%	1.3150
Close	1.3218	1.3253	0.0035	0.3%	1.3253
Range	0.0092	0.0110	0.0018	19.6%	0.0220
ATR	0.0095	0.0096	0.0001	1.1%	0.0000
Volume	171	423	252	147.4%	976

Daily Pivots for day following 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3551	1.3512	1.3314
R3	1.3441	1.3402	1.3283
R2	1.3331	1.3331	1.3273
R1	1.3292	1.3292	1.3263	1.3312
PP	1.3221	1.3221	1.3221	1.3231
S1	1.3182	1.3182	1.3243	1.3202
S2	1.3111	1.3111	1.3233
S3	1.3001	1.3072	1.3223
S4	1.2891	1.2962	1.3193

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3918	1.3805	1.3374
R3	1.3698	1.3585	1.3314
R2	1.3478	1.3478	1.3293
R1	1.3365	1.3365	1.3273	1.3312
PP	1.3258	1.3258	1.3258	1.3231
S1	1.3145	1.3145	1.3233	1.3092
S2	1.3038	1.3038	1.3213
S3	1.2818	1.2925	1.3193
S4	1.2598	1.2705	1.3132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3370	1.3150	0.0220	1.7%	0.0088	0.7%	47%	False	True	195
10	1.3400	1.3147	0.0253	1.9%	0.0088	0.7%	42%	False	False	138
20	1.3638	1.3097	0.0541	4.1%	0.0087	0.7%	29%	False	False	92

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3728
2.618	1.3548
1.618	1.3438
1.000	1.3370
0.618	1.3328
HIGH	1.3260
0.618	1.3218
0.500	1.3205
0.382	1.3192
LOW	1.3150
0.618	1.3082
1.000	1.3040
1.618	1.2972
2.618	1.2862
4.250	1.2683

Fisher Pivots for day following 20-Oct-2017
Pivot	1 day	3 day
R1	1.3237	1.3242
PP	1.3221	1.3231
S1	1.3205	1.3220

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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